First, you need to find a way of making game logic independent of the frame rate. A simple way is to use
sf::RenderWindow::setFramerateLimit() and approximate the frame duration, more sophisticated ways include decoupling from rendering and logics, such as
here.
Concerning movement, you can basically use Euler integration. That means the position is updated by the velocity multiplied with the elapsed time in every frame.
// Convert mouse position to world coordinates
sf::Vector2i mousePos = ...; // get from sf::Event
sf::Vector2f target = window.mapPixelToCoords(mousePos);
// Compute player's movement
const float speed = ...;
sf::Vector2f position = ...; // current
sf::Vector2f direction = target - position;
// p += v * t
sf::Time dt = ...; // elapsed frame time, measure with sf::Clock
position += speed * thor::unitVector(direction) * dt.asSeconds();
thor::unitVector() computes a vector of unit length, see
here. In Thor, I've written a bunch of functions that simplify vector algebra, you can use them without building the library (i.e. header-only).